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Hi Rob - Yes, I am familiar with Ehlers stuff ( well, at least to the
limited extent that I am smart enough to understand it, but fortunately I
can translate his code without having to understand all the little details
8 - ). I have already translated a bunch of his stuff to AFL and there is
also quite a collection in the AFL library and in TJ's TASC formulas. I have
to admit it looks pretty high-tech and sexy but I was never really able to
make a ton of money with it and I have moved on now...
For the sake of argument, let's just say I am trand following since I think
the basic rationale behind what I am doing is pretty similar....If anything
else should come to mind, please let me know...Thanks for your ideas!
Steve
----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 09, 2008 5:34 PM
Subject: [amibroker] Re: Creating "period" arrays for built-in averages
> Well Steve, again it all depends on how you are trading... that kind
> of defines what makes sense as a 'period' if you like.
>
> The first thing that popped into my mind when I read your post was
> using something like John Ehler's digital signal processing techniques
> to define somekind of 'dominant market cycle period'...
>
> Are you familiar with Ehler's stuff...?? www.mesasoftware.com
> John's pretty open about the techniques he uses and buying his
> software is really only for the 'bone idle'... you can work it all out
> yourself. He lists EasyLanguge code to calculate dominant cycle
> periods in a couple of his books... 'rocket science for traders' and '
> cybernetic analysis for stocks and futures'...
>
> Do send me a message if you want or need further info.
>
> Yours
>
> Rob
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>>
>> Hi - I am not trend following in the popular sense but I am trying
> to smooth
>> another array that contributes to my signals in order to make it less
>> volatile. Right now I am just experimenting with some different
> averages to
>> determine which might work best, including some of the popular AMA's
> like
>> VIDYA, KAMA, MAMA etc, and it dawned on me that I might be able to
> easily
>> create a bunch of different AMA's to test by just starting with
> different
>> momo/volatility oscillators and then converting these arrays to
> periods that
>> are fed into AB's assortment of built-in MA's. Except I am not sure
> how to
>> best convert the values of the different oscillators to numbers that
> would
>> work well as "periods". Ideally I would like to be able to optimize
> also so
>> I am thinking that maybe my conversion formula should include some
> sort of
>> smoothing constant whose value I can optimize on. Right now I just
> thought
>> of it and it is all swimming around in my head so I was hoping
> someone might
>> be able to point me in the right direction. Do you think you might
> be able
>> to say a few words about some of the different techniques? I could
> probably
>> fill in most of the details by googling if I had a better idea of the
>> possible alternatives or starting points...Thank very much!
>>
>> Steve
>>
>> ----- Original Message -----
>> From: "sidhartha70" <sidhartha70@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, June 09, 2008 3:31 PM
>> Subject: [amibroker] Re: Creating "period" arrays for built-in averages
>>
>>
>> > Steve,
>> >
>> > There are so many techniques you could use to create a variable array
>> > for use in MA calculations... I think it all depends on 'how' you want
>> > to use the MA. Clearly the technique needs to make some intuitive
>> > sense. Are you trend following and want to avoid whipshaws in volatile
>> > markets....?
>> >
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
>> >>
>> >> Hi - I see that most of AB's built-in moving averages will take an
>> > array for the Periods arg. I imagine a typical use of this might be to
>> > calculate some array based on momentum, volatility, whatever, then
>> > convert that to an array representing suitable periods that these
>> > functions can use? There are many indicators/oscillators etc that try
>> > to measure momo/volatility - my question is, what would be some good
>> > measures to use, and then some good methods of converting these
>> > different arrays to an array of periods suitable for use in MA(),
>> > DEMA(), etc? Are there other/better ways to arrive at an array of
>> > "periods"? Of course if anyone is doing this and has an example they
>> > could post, I would be very grateful. Thanks for any help!
>> >>
>> >> Steve
>> >>
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>>
>
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
>
>
>
>
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